Least squares estimation of Generalized Space Time AutoRegressive (GSTAR) model and its properties

By Budi Nurani Ruchjana, Svetlana Borovkova, Hendrik P. Lopuhaä. 2012

50 citations recorded by the source corpus.

Subfields: Computational Mechanics, Economics and Econometrics, Signal Processing

View Paper: https://www.semanticscholar.org/paper/5b5d8cbb04077a1eaf491a757ffd96061197a899